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person:"Engle, Robert F."
subject:"Time series analysis"
~isPartOf:"Review of derivatives research"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Yield curve"
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Time series analysis
Forecasting model
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1968-1991
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Index futures
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Engle, Robert F.
Pelsser, Antoon André Jean
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Review of derivatives research
Discussion paper / Department of Economics, University of California San Diego
12
Working paper / National Bureau of Economic Research, Inc.
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
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Advanced texts in econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advances in futures and options research : a research annual
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Chung-hua series of lectures by invited eminent economists
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Econometric theory
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Econometrics : open access journal
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HKUST Business School Research Paper
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Handbook of econometrics ; Vol. 4
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Jingji-lunwen
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Journal of applied econometrics
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Journal of econometrics
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Journal of economic literature
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Journal of forecasting
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Journal of international money and finance
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Journal of monetary economics
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NBER technical working paper series
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Oxford bulletin of economics and statistics
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The econometrics of economic policy
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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Working paper / Department of Economics, University of Aarhus
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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